Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications
Rene Carmona
Broschiertes Buch

Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications

Versandkostenfrei!
Versandfertig in 2-4 Wochen
92,99 €
inkl. MwSt.
PAYBACK Punkte
46 °P sammeln!
The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games.